Results 251 to 259 of about 31,710 (259)

Calibrating affine stochastic mortality models using term assurance premiums

Insurance: Mathematics and Economics, 2011
Rosella Giacometti, Sérgio Ortobelli, Frank J Fabozzi   +2 more
exaly  

Lee-Carter family of stochastic mortality models

2014
Insurance companies are affected by many different kinds of risks. In the case of life insurance there are two main risks: the investment risk and the demographic risk. The latter can be split into insurance risk due to the random deviation of the number of deaths from its expected value, and longevity risk deriving from the improvement in mortality ...
openaire   +1 more source

Pricing longevity-linked derivatives using a stochastic mortality model

Communications in Statistics - Theory and Methods, 2019
Nan Zhang, Zhuo Jin
exaly  

Producing the Dutch and Belgian mortality projections: a stochastic multi-population standard

European Actuarial Journal, 2017
Katrien Antonio, Sander Devriendt, De Waegenaere Anja   +2 more
exaly  

A subordinated Markov model for stochastic mortality

European Actuarial Journal, 2012
X Sheldon Lin, Lin X Sheldon
exaly  

Longevity bond pricing under stochastic interest rate and mortality with regime-switching

Insurance: Mathematics and Economics, 2013
Yang Shen, Tak Kuen Siu
exaly  

The American Cancer Society 2035 challenge goal on cancer mortality reduction

Ca-A Cancer Journal for Clinicians, 2019
Jiemin Ma, Ahmedin Jemal, Stacey A Fedewa   +2 more
exaly  

A Two Factor Model with Mean Reverting Process for Stochastic Mortality

Ungyong T'onggye Yon'gu = the Korean Journal of Applied Statistics, 2015
exaly  

Inter-age correlation in stochastic mortality models

2008
openaire   +1 more source